+1,135.3%
MPC vs USFR
+28.5%
+1,106.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | -12.2% | +0.4% | -12.6% | -12.7% |
| 3M | +20.1% | +1.1% | +19.0% | +18.3% |
| 6M | +60.6% | +2.1% | +58.5% | +56.2% |
| YTD | +150.6% | +3.4% | +147.1% | +139.5% |
| 1Y | +104.7% | +4.1% | +100.6% | +94.0% |
| 3Y | +194.5% | +14.4% | +180.1% | +147.0% |
| 5Y | +582.3% | +21.4% | +560.8% | +425.5% |
| 10Y | +1,135.3% | +28.5% | +1,106.7% | +781.7% |
| All | +1,135.3% | +28.5% | +1,106.7% | +781.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USFR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling